Taking Delivery... HELP!

I'm a firm believer in taking delivery of metals... however, I don't believe in -- nor trust -- depository holdings of any metal at this point. What in the world does a person in this situation actually DO?

I am not having Brinks stop by the house to drop off a brick(s) of Au or Ag... I don't want to have the government lay claim to depository holdings in the future... So what do people with experience in this situation actually do?

I have considered shipping the metal to a private mint and having rounds made, but this is fraught with other issues.

In short, I know enough to protect myself in one way, but not enough to protect myself in other ways.

Any thoughts on the matter are welcome.